The 9th Annual Advancing Credit Risk Modelling for IFRS 9 provides an insight on how banks are advancing credit risk models under IFRS 9 by confronting self assessment through audit and data insights.
Topics
Fine tune credit risk model parameters using data gained through stress testing of forward looking scenarios
Improve stability of credit risk models necessitated by IFRS 9 using insights learnt from audits
Increase accuracy of measuring default probability in credit risk with machine learning
Address how developments of default definitions under IFRS 9 will impact staging transfer logic
Discover the best treatment for the modelling and management of non-performing loans
Past Events
9th Annual Advancing Credit Risk Modelling for IFRS 9 - 2022, Vienna, Austria (59585)
8th Annual Advancing Credit Risk Modelling for IFRS 9 - 17-19 Feb 2021, Online Event (56768)
7th Annual Advanced Credit Risk Modelling Under IFRS 9 2019 - 26-28 Jun 2019, Renaissance Wien Hotel, Vienna, Austria (82344)
Important
Please, check "Advancing Credit Risk Modelling for IFRS 9" official website for possible changes, before making any traveling arrangements
